+383.7%
CBRE vs AEE
+191.3%
+192.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -7.2% | -0.7% | -6.6% | -6.9% |
| 30D | -6.4% | -2.0% | -4.5% | -5.5% |
| 3M | +2.9% | -2.8% | +5.8% | +4.2% |
| 6M | +2.5% | -3.6% | +6.1% | +4.0% |
| YTD | -14.2% | +7.3% | -21.5% | -18.1% |
| 1Y | -15.1% | +8.7% | -23.9% | -19.6% |
| 3Y | +61.9% | +46.0% | +15.9% | +29.4% |
| 5Y | +42.4% | +39.8% | +2.6% | +15.7% |
| All | +383.7% | +191.3% | +192.4% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling